-2.4%
GFS vs XLRE
+8.3%
-10.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +2.1% |
| 7D | +1.0% | -1.2% | +2.2% | +2.0% |
| 30D | -8.6% | -2.8% | -5.8% | -6.5% |
| 3M | -46.5% | -0.2% | -46.4% | -47.2% |
| 6M | -4.8% | +1.9% | -6.8% | -7.6% |
| YTD | +29.7% | +10.6% | +19.1% | +17.3% |
| 1Y | +35.8% | +8.8% | +27.0% | +24.6% |
| 3Y | -18.3% | +31.5% | -49.9% | -37.9% |
| All | -2.4% | +8.3% | -10.7% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling